+115.8%
NWSA vs WSM
+985.7%
-869.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | -2.6% | +2.6% | -5.2% | -3.3% |
| 30D | +4.6% | -9.5% | +14.1% | +7.3% |
| 3M | +10.2% | +12.9% | -2.7% | +6.3% |
| 6M | +21.6% | +23.0% | -1.4% | +14.3% |
| YTD | +14.6% | +28.9% | -14.3% | +5.9% |
| 1Y | +0.4% | +13.7% | -13.3% | -4.3% |
| 3Y | +45.0% | +232.6% | -187.6% | -3.3% |
| 5Y | +41.3% | +185.9% | -144.6% | -5.5% |
| 10Y | +142.8% | +998.6% | -855.8% | +3.9% |
| All | +115.8% | +985.7% | -869.9% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling